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Power laws and Self-Organized Criticality in Theory and Nature

Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain. Previously, researchers surmised that a single general concept may act as a unifying underlying generative mechanism, with the theory of self organized criticality being a weighty contender. Consequently, a substantial amount of effort has gone into developing new and extended models and, hitherto, three classes of models have emerged. The first line of models is based on a separation between the time scales of drive and dissipation, and includes the original sandpile model and its extensions, like the dissipative earthquake model. Within this approach the steady state is close to criticality in terms of an absorbing phase transition. The second line of models is based on external drives and internal dynamics competing on similar time scales and includes the coherent noise model, which has a non-critical steady state characterized by heavy-tailed distributions. The third line of models proposes a non-critical self-organizing state, being guided by an optimization principle, such as the concept of highly optimized tolerance. We present a comparative overview regarding distinct modeling approaches together with a discussion of their potential relevance as underlying generative models for real-world phenomena. The complexity of physical and biological scaling phenomena has been found to transcend the explanatory power of individual paradigmal concepts. The interaction between theoretical development and experimental observations has been very fruitful, leading to a series of novel concepts and insights.

nlin.AO↗

The structure and dynamics of multilayer networks

In the past years, network theory has successfully characterized the interaction among the constituents of a variety of complex systems, ranging from biological to technological, and social systems. However, up until recently, attention was almost exclusively given to networks in which all components were treated on equivalent footing, while neglecting all the extra information about the temporal- or context-related properties of the interactions under study. Only in the last years, taking advantage of the enhanced resolution in real data sets, network scientists have directed their interest to the multiplex character of real-world systems, and explicitly considered the time-varying and multilayer nature of networks. We offer here a comprehensive review on both structural and dynamical organization of graphs made of diverse relationships (layers) between its constituents, and cover several relevant issues, from a full redefinition of the basic structural measures, to understanding how the multilayer nature of the network affects processes and dynamics.

physics.soc-ph↗

Surname statistics - Crossing the boundary between disciplines

Regarding "Surname distribution in population genetics and in statistical physics" by Rossi, we add comments on the following two points: One is a difference in his renormalization-group formulation from the traditional one in statistical physics despite apparent similarity. The other is the potential importance of the entropy maximization principle under constraints governing the evolution of surname statistics.

physics.soc-ph↗

Empirical characteristics of different types of pedestrian streams

Reliable empirical data and proper understanding of pedestrian dynamics are necessary for fire safety design. However, specifications and data in different handbooks as well as experimental studies differ considerably. In this study, series of experiments under laboratory conditions were carried out to study the characteristics of uni- and bidirectional pedestrian streams in straight corridor. The Voronoi method is used to resolve the fine structure of the resulting velocity-density relations and spatial dependence of the measurements. The result shows differences in the shape of the relation for ρ> 1.0 m-2. The maximal specific flow of unidirectional streams is significantly larger than that of all bidirectional streams examined.

physics.soc-ph↗

Integration of Renewable Energy Sources in Future Power Systems: The Role of Storage

Integrating a high share of electricity from non-dispatchable Renewable Energy Sources in a power supply system is a challenging task. One option considered in many studies dealing with prospective power systems is the installation of storage devices to balance the fluctuations in power production. However, it is not yet clear how soon storage devices will be needed and how the integration process depends on different storage parameters. Using long-term solar and wind energy power production data series, we present a modelling approach to investigate the influence of storage size and efficiency on the pathway towards a 100% RES scenario. Applying our approach to data for Germany, we found that up to 50% of the overall electricity demand can be met by an optimum combination of wind and solar resources without both curtailment and storage devices if the remaining energy is provided by sufficiently flexible power plants. Our findings show further that the installation of small, but highly efficient storage devices is already highly beneficial for the RES integration, while seasonal storage devices are only needed when more than 80% of the electricity demand can be met by wind and solar energy. Our results imply that a compromise between the installation of additional generation capacities and storage capacities is required.

physics.soc-ph↗

Microscopic Calibration and Validation of Car-Following Models -- A Systematic Approach

Calibration and validation techniques are crucial in assessing the descriptive and predictive power of car-following models and their suitability for analyzing traffic flow. Using real and generated floating-car and trajectory data, we systematically investigate following aspects: Data requirements and preparation, conceptional approach including local maximum-likelihood and global LSE calibration with several objective functions, influence of the data sampling rate and measuring errors, the effect of data smoothing on the calibration result, and model performance in terms of fitting quality, robustness, parameter orthogonality, completeness and plausible parameter values.

physics.soc-ph↗

Gender homophily from spatial behavior in a primary school: a sociometric study

We investigate gender homophily in the spatial proximity of children (6 to 12 years old) in a French primary school, using time-resolved data on face-to-face proximity recorded by means of wearable sensors. For strong ties, i.e., for pairs of children who interact more than a defined threshold, we find statistical evidence of gender preference that increases with grade. For weak ties, conversely, gender homophily is negatively correlated with grade for girls, and positively correlated with grade for boys. This different evolution with grade of weak and strong ties exposes a contrasted picture of gender homophily.

physics.soc-ph↗

Blockmodeling of multilevel networks

The article presents several approaches to the blockmodeling of multilevel network data. Multilevel network data consist of networks that are measured on at least two levels (e.g. between organizations and people) and information on ties between those levels (e.g. information on which people are members of which organizations). Several approaches will be considered: a separate analysis of the levels; transforming all networks to one level and blockmodeling on this level using information from all levels; and a truly multilevel approach where all levels and ties among them are modeled at the same time. Advantages and disadvantages of these approaches will be discussed.

stat.ME↗

Big Pharma, little science? A bibliometric perspective on big pharma's R&D decline

There is a widespread perception that pharmaceutical R&D is facing a productivity crisis characterised by stagnation in the numbers of new drug approvals in the face of increasing R&D costs. This study explores pharmaceutical R&D dynamics by examining the publication activities of all R&D laboratories of the major European and US pharmaceutical firms during the period 1995-2009. The empirical findings present an industry in transformation.In the first place, we observe a decline of the total number of publications by large firms. Second, we show a relative increase of their external collaborations suggesting a tendency to outsource, and a diversification of the disciplinary base, in particular towards computation, health services and more clinical approaches. Also evident is a more pronounced decline in publications by both R&D laboratories located in Europe and by firms with European headquarters. Finally, while publications by Big Pharma in emerging economies sharply increase, they remain extremely low compared with those in developed countries. In summary, the trend in this transformation is one of a gradual decrease in internal research efforts and increasing reliance on external research. These empirical insights support the view that large pharmaceutical firms are increasingly becoming networks integrators rather than the prime locus of drug discovery.

cs.DL↗

How journal rankings can suppress interdisciplinary research. A comparison between Innovation Studies and Business & Management

This study provides quantitative evidence on how the use of journal rankings can disadvantage interdisciplinary research in research evaluations. Using publication and citation data, it compares the degree of interdisciplinarity and the research performance of a number of Innovation Studies units with that of leading Business & Management schools in the UK. On the basis of various mappings and metrics, this study shows that: (i) Innovation Studies units are consistently more interdisciplinary in their research than Business & Management schools; (ii) the top journals in the Association of Business Schools' rankings span a less diverse set of disciplines than lower-ranked journals; (iii) this results in a more favourable assessment of the performance of Business & Management schools, which are more disciplinary-focused. This citation-based analysis challenges the journal ranking-based assessment. In short, the investigation illustrates how ostensibly 'excellence-based' journal rankings exhibit a systematic bias in favour of mono-disciplinary research. The paper concludes with a discussion of implications of these phenomena, in particular how the bias is likely to affect negatively the evaluation and associated financial resourcing of interdisciplinary research organisations, and may result in researchers becoming more compliant with disciplinary authority over time.

cs.DL↗

Friendship networks and social status

In empirical studies of friendship networks participants are typically asked, in interviews or questionnaires, to identify some or all of their close friends, resulting in a directed network in which friendships can, and often do, run in only one direction between a pair of individuals. Here we analyze a large collection of such networks representing friendships among students at US high and junior-high schools and show that the pattern of unreciprocated friendships is far from random. In every network, without exception, we find that there exists a ranking of participants, from low to high, such that almost all unreciprocated friendships consist of a lower-ranked individual claiming friendship with a higher-ranked one. We present a maximum-likelihood method for deducing such rankings from observed network data and conjecture that the rankings produced reflect a measure of social status. We note in particular that reciprocated and unreciprocated friendships obey different statistics, suggesting different formation processes, and that rankings are correlated with other characteristics of the participants that are traditionally associated with status, such as age and overall popularity as measured by total number of friends.

cs.SI↗

Walk modularity and community structure in networks

Modularity maximization has been one of the most widely used approaches in the last decade for discovering community structure in networks of practical interest in biology, computing, social science, statistical mechanics, and more. Modularity is a quality function that measures the difference between the number of edges found within clusters minus the number of edges one would statistically expect to find based on random chance. We present a natural generalization of modularity based on the difference between the actual and expected number of walks within clusters, which we call walk-modularity. Walk-modularity can be expressed in matrix form, and community detection can be performed by finding leading eigenvectors of the walk-modularity matrix. We demonstrate community detection on both synthetic and real-world networks and find that walk-modularity maximization returns significantly improved results compared to traditional modularity maximization.

physics.soc-ph↗

A data-driven kinetic model for opinion dynamics with social network contacts

Opinion dynamics is an important and very active area of research that delves into the complex processes through which individuals form and modify their opinions within a social context. The ability to comprehend and unravel the mechanisms that drive opinion formation is of great significance for predicting a wide range of social phenomena such as political polarization, the diffusion of misinformation, the formation of public consensus, and the emergence of collective behaviors. In this paper, we aim to contribute to that field by introducing a novel mathematical model that specifically accounts for the influence of social media networks on opinion dynamics. With the rise of platforms such as Twitter, Facebook, and Instagram and many others, social networks have become significant arenas where opinions are shared, discussed, and potentially altered. To this aim after an analytical construction of our new model and through incorporation of real-life data from Twitter, we calibrate the model parameters to accurately reflect the dynamics that unfold in social media, showing in particular the role played by the so-called influencers in driving individual opinions towards predetermined directions.

physics.soc-ph↗

The complex dynamics of wishful thinking: The critical positivity ratio

We examine critically the claims made by Fredrickson and Losada (2005) concerning the construct known as the "positivity ratio". We find no theoretical or empirical justification for the use of differential equations drawn from fluid dynamics, a subfield of physics, to describe changes in human emotions over time; furthermore, we demonstrate that the purported application of these equations contains numerous fundamental conceptual and mathematical errors. The lack of relevance of these equations and their incorrect application lead us to conclude that Fredrickson and Losada's claim to have demonstrated the existence of a critical minimum positivity ratio of 2.9013 is entirely unfounded. More generally, we urge future researchers to exercise caution in the use of advanced mathematical tools such as nonlinear dynamics and in particular to verify that the elementary conditions for their valid application have been met.

nlin.CD↗

Urban characteristics attributable to density-driven tie formation

Motivated by empirical evidence on the interplay between geography, population density and societal interaction, we propose a generative process for the evolution of social structure in cities. Our analytical and simulation results predict both super-linear scaling of social tie density and information flow as a function of the population. We demonstrate that our model provides a robust and accurate fit for the dependency of city characteristics with city size, ranging from individual-level dyadic interactions (number of acquaintances, volume of communication) to population-level variables (contagious disease rates, patenting activity, economic productivity and crime) without the need to appeal to modularity, specialization, or hierarchy.

physics.soc-ph↗

Estimating the tolerance of species to the effects of global environmental change

Global environmental change is affecting species distribution and their interactions with other species. In particular, the main drivers of environmental change strongly affect the strength of interspecific interactions with considerable consequences to biodiversity. However, extrapolating the effects observed on pair-wise interactions to entire ecological networks is challenging. Here we propose a framework to estimate the tolerance to changes in the strength of mutualistic interaction that species in mutualistic networks can sustain before becoming extinct. We identify the scenarios where generalist species can be the least tolerant. We show that the least tolerant species across different scenarios do not appear to have uniquely common characteristics. Species tolerance is extremely sensitive to the direction of change in the strength of mutualistic interaction, as well as to the observed mutualistic trade-offs between the number of partners and the strength of the interactions.

q-bio.PE↗

Inducing Effect on the Percolation Transition in Complex Networks

Percolation theory concerns the emergence of connected clusters that percolate through a networked system. Previous studies ignored the effect that a node outside the percolating cluster may actively induce its inside neighbours to exit the percolating cluster. Here we study this inducing effect on the classical site percolation and K-core percolation, showing that the inducing effect always causes a discontinuous percolation transition. We precisely predict the percolation threshold and core size for uncorrelated random networks with arbitrary degree distributions. For low-dimensional lattices the percolation threshold fluctuates considerably over realizations, yet we can still predict the core size once the percolation occurs. The core sizes of real-world networks can also be well predicted using degree distribution as the only input. Our work therefore provides a theoretical framework for quantitatively understanding discontinuous breakdown phenomena in various complex systems.

cond-mat.stat-mech↗

Reconstructing propagation networks with natural diversity and identifying hidden sources

Our ability to uncover complex network structure and dynamics from data is fundamental to understanding and controlling collective dynamics in complex systems. Despite recent progress in this area, reconstructing networks with stochastic dynamical processes from limited time series remains to be an outstanding problem. Here we develop a framework based on compressed sensing to reconstruct complex networks on which stochastic spreading dynamics take place. We apply the methodology to a large number of model and real networks, finding that a full reconstruction of inhomogeneous interactions can be achieved from small amounts of polarized (binary) data, a virtue of compressed sensing. Further, we demonstrate that a hidden source that triggers the spreading process but is externally inaccessible can be ascertained and located with high confidence in the absence of direct routes of propagation from it. Our approach thus establishes a paradigm for tracing and controlling epidemic invasion and information diffusion in complex networked systems.

physics.soc-ph↗